In the present paper, we introduce a pair of multiobjective second-order symmetric variational control programs over cone constraints and derive weak, strong and converse duality theorems under second-order F-convexit...
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In the present paper, we introduce a pair of multiobjective second-order symmetric variational control programs over cone constraints and derive weak, strong and converse duality theorems under second-order F-convexity assumption. Moreover, self-duality theorem is also discussed. Our results extend some of the known results in literature.
In this paper, we introduce a new class of generalized (F, alpha, rho, theta)-d-V-univex functions for a nonsmooth multiobjective programming problem. Sufficient optimality conditions under generalized (F, alpha, rho,...
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In this paper, we introduce a new class of generalized (F, alpha, rho, theta)-d-V-univex functions for a nonsmooth multiobjective programming problem. Sufficient optimality conditions under generalized (F, alpha, rho, theta)-d-V-univex functions are established for a feasible solution to be an efficient solution. Appropriate duality theorems for a Mond-Weir-type dual are also presented under the aforesaid assumptions. (C) 2010 Elsevier Ltd. All rights reserved.
In this paper, a class of nonsmooth multiobjective programming problems with inequality constraints is considered. We introduce the concepts of V-r-pseudo-invex, strictly V-r-pseudo-invex and V-r-quasi-invex functions...
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In this paper, a class of nonsmooth multiobjective programming problems with inequality constraints is considered. We introduce the concepts of V-r-pseudo-invex, strictly V-r-pseudo-invex and V-r-quasi-invex functions, in which the involved functions are locally Lipschitz. Based upon these generalized V-r-invex functions, sufficient optimality conditions for a feasible point to be an efficient or a weakly efficient solution are derived. Appropriate duality theorems are proved for a Mond-Weir-type dual program of a nonsmooth multiobjective programming under the aforesaid functions. (C) 2011 Elsevier Ltd. All rights reserved.
multiobjective programming, a technique for solving mathematical optimization problems with multiple conflicting objectives, has received increasing attention among researchers in various academic disciplines. A summa...
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multiobjective programming, a technique for solving mathematical optimization problems with multiple conflicting objectives, has received increasing attention among researchers in various academic disciplines. A summary of multiobjective programming techniques and a review of their applications in quantitative psychology are provided. (C) 2011 Elsevier Inc. All rights reserved.
Upmanyu and Saxena (Applied Soft Computing 40 (2016) 64-69) proposed a method for solving a multiobjective fixed charge problem having multiple fractional objective functions which are all of a fuzzy nature. The aim o...
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Upmanyu and Saxena (Applied Soft Computing 40 (2016) 64-69) proposed a method for solving a multiobjective fixed charge problem having multiple fractional objective functions which are all of a fuzzy nature. The aim of this note is to aware the researchers that the method, proposed by Upmanyu and Saxena, is not valid and hence, to propose a method for solving this type of fixed charge problem is still an open challenging research problem. (C) 2017 Elsevier B.V. All rights reserved.
A key enabler for the smart grid is the fine-grained monitoring of power utilization. Although such a mechanism is helpful in the optimization of the whole electricity generation, distribution, and consumption cycle, ...
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A key enabler for the smart grid is the fine-grained monitoring of power utilization. Although such a mechanism is helpful in the optimization of the whole electricity generation, distribution, and consumption cycle, it also creates opportunities for the potential adversaries in deducing the activities and habits of the subscribers. In fact, by utilizing the standard and readily available tools of nonintrusive load monitoring (NILM) techniques on the metered electricity data, many details of customers' personal lives can be easily discovered. Therefore, prevention of such adversarial exploitations is of utmost importance for privacy protection. One strong privacy preservation approach is the modification of the metered data through the use of on-site storage units in conjunction with renewable energy resources. In this study, we introduce a novel mathematical programming framework to model eight privacy-enhanced power-scheduling strategies inspired and elicited from the literature. We employ all the relevant techniques for the modification of the actual electricity utilization (i.e., on-site battery, renewable energy resources, and appliance load moderation). Our evaluation framework is the first in the literature, to the best of our knowledge, for a comprehensive and fair comparison of the load-shaping techniques for privacy preservation. In addition to the privacy concerns, we consider monetary cost and disutility of the users in our objective functions. Evaluation results show that privacy preservation strategies in the literature differ significantly in terms of privacy, cost, and disutility metrics.
The Pareto (or nondominated set) for a multiobjective optimization problem is often of nontrivial size, and the decision maker may have a difficult time establishing objective criterion weights to select a solution. I...
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The Pareto (or nondominated set) for a multiobjective optimization problem is often of nontrivial size, and the decision maker may have a difficult time establishing objective criterion weights to select a solution. In light of these issues, clustering or partitioning methods can be of considerable value for pruning the Pareto set and limiting the decision to a few choice exemplars. A three-stage approach is proposed. In stage one, a variance-to-range measure is used to normalize the criterion function values. In stage two, maximum split partitioning and p-median partitioning are each applied to the normalized measures, thus producing two partitions of the Pareto set and two sets of exemplars. Finally, in stage three, the union of the exemplars obtained by the two partitioning methods is accepted as the final set of exemplars. The partitioning methods are compared within the context of multiobjective allocation of a cross-trained workforce to achieve both operational and human resource objectives. (C) 2017 Elsevier Ltd. All rights reserved.
Often decision makers have to cope with a programming problem with unknown quantitities. Then they will estimate these quantities and solve the problem as it then appears-the 'approximate problem'. Thus there ...
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Often decision makers have to cope with a programming problem with unknown quantitities. Then they will estimate these quantities and solve the problem as it then appears-the 'approximate problem'. Thus there is a need to establish conditions which will ensure that the solutions to the approximate problem will come close to the solutions to the true problem in a suitable manner. Confidence sets, i.e. sets that cover the true sets with a given prescribed probability, provide useful quantitative information. In this paper we consider multiobjective problems and derive confidence sets for the sets of efficient points, weakly efficient points, and the corresponding solution sets. Besides the crucial convergence conditions for the objective and/or constraint functions, one approach for the derivation of confidence sets requires some knowledge about the true problem, which may be not available. Therefore also another method, called relaxation, is suggested. This approach works without any knowledge about the true problem. The results are applied to the Markowitz model of portfolio optimization.
This study examines new versions of two interactive methods to address multiobjective problems, the aim of which is to enable the decision maker to reach a solution within the range of those considered efficient in a ...
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This study examines new versions of two interactive methods to address multiobjective problems, the aim of which is to enable the decision maker to reach a solution within the range of those considered efficient in a portfolio selection model, in which several objectives are pursued concerning risk and return and given that these are clearly conflicting objectives, the profile of the model proposed is multicriteria. Normally the range of efficient portfolios is fairly extensive thus making the selection of a single one an onerous task. In order to facilitate this process, interactive methods are used aimed at guiding the decision maker towards the optimal solution based on his preferences. Several adaptations were carried out on the original methods in order to facilitate the interactive process, improving the quality of the obtained portfolios, and these were applied to data obtained from the Madrid Stock Market, interaction taking place with two decision makers, one of whom was more aggressive than the other in their selections made.
The mathematical equivalence between linear scalarizations in multiobjective programming and expected- value functions in stochastic optimization suggests to investigate and establish further conceptual analogies betw...
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The mathematical equivalence between linear scalarizations in multiobjective programming and expected- value functions in stochastic optimization suggests to investigate and establish further conceptual analogies between these two areas. In this paper, we focus on the notion of proper efficiency that allows us to provide a first comprehensive analysis of solution and scenario tradeoffs in stochastic optimization. In generalization of two standard characterizations of properly efficient solutions using weighted sums and augmented weighted Tchebycheff norms for finitely many criteria, we show that these results are generally false for infinitely many criteria. In particular, these observations motivate a slightly modified definition to prove that expected- value optimization over continuous random variables still yields bounded tradeoffs almost everywhere in general. Further consequences and practical implications of these results for decision-making under uncertainty and its related theory and methodology of multiple criteria, stochastic and robust optimization are discussed.
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